Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142724.9543 | 283928.2541 | -141203.2998 | -96221.9328 | 28440.546 | -124662.4787 |
Total P&L (%) | 142.725 | 283.9283 | -141.2033 | -96.2219 | 28.4405 | -124.6625 |
Avg Daily Profit (%) | 0.0882 | 0.1755 | -0.0873 | -0.2023 | 0.0155 | 0 |
Buy And Hold Return (%) | 26.5882 | 26.5882 | 26.5882 | 26.5882 | 26.5882 | 26.5882 |
Max Trade Drawdown | -237254 | -109764 | -350408 | -112574 | -30031 | -127770 |
Profit Factor | 1.0684 | 1.3124 | 0.8803 | 0.7858 | 1.1635 | 0.5469 |
Total Trades | 490 | 245 | 245 | 490 | 245 | 245 |
Winning Trades | 256 | 127 | 129 | 256 | 127 | 129 |
Losing Trades | 234 | 118 | 116 | 234 | 118 | 116 |
Profitability (%) | 52.2449 | 51.8367 | 52.6531 | 52.2449 | 51.8367 | 52.6531 |
Ratio Avg Win / Avg Loss | 0.9765 | 1.2194 | 0.7915 | 0.7182 | 1.081 | 0.4918 |
Largest Winning Trade | 64923 | 64923 | 53959 | 25898 | 14123 | 25898 |
Largest Losing Trade | -88660 | -23041 | -88660 | -24658 | -13850 | -24658 |
Avg Bars in Trades | 38 | 33 | 43 | 38 | 33 | 43 |
Avg Bars in Winners | 42 | 32 | 51 | 42 | 32 | 51 |
Avg Bars in Losers | 35 | 34 | 35 | 35 | 34 | 35 |
Bars Traded | 18999 | 8227 | 10772 | 18999 | 8227 | 10772 |
Profit Streak | 0 | 0 | 501.7564 | 0 | 0 | 501.7564 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -220429 | 307287 | -579123 | -577926 | -356044 | -579123 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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